Detection of influential observation in linear regression

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Abstract

A new measure based on confidence ellipsoids is developed for judging the contribution of each data point to the determination of the least squares estimate of the parameter vector in full rank linear regression models. It is shown that the measure combines information from the studentized residuals and the variances of the residuals and predicted values. Two examples are presented.

Original languageEnglish (US)
Pages (from-to)65-68
Number of pages4
JournalTechnometrics
Volume42
Issue number1
DOIs
StatePublished - Feb 2000

Keywords

  • Confidence ellipsoids
  • Influential observations
  • Outliers
  • Variances of residuals

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